trywww.cacas.org/java/gnu/regexp
download the package (I think it's a unix tarball, but your everyday winzip should do the trick)
There's a readme in the package, I presume it will tell you to add a .jar file to your classpath (the easyest way to do it is to copy it to a directory - maybe <your_java_home>\jre\lib/ext), but I'm sure you'll read it yourself